uninstall nginx
sudo apt-get purge nginx nginx-commonuninstall nginx
sudo apt-get purge nginx nginx-commonrolling half life mean reversion
z_lag = np.roll(z_array,1)
z_lag[0] = 0
z_ret = z_array - z_lag
z_ret[0] = 0
#adds intercept terms to X variable for regression
z_lag2 = sm.add_constant(z_lag)
model = sm.OLS(z_ret,z_lag2)
res = model.fit()
halflife = -log(2) / res.params[1]Copyright © 2021 Codeinu
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